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PG&E Corporation PCG

UTILITIES · UTILITIES - REGULATED ELECTRIC
i

Market dataready · fetched 2026-11-10T22:18:18.058Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:06:14.472265858Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:18:17.633958+00:00

Share price$13.14
1D+1.0%
AH$13.04$13.10$13.17$13.23$13.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCG
Sold putSold callAH

PG&E Corporation options

Live interpolated PCG call and put midpoint premiums by absolute delta.PG&E Corporation$0.05$0.22$0.40$0.58$0.75$12.58$12.84$13.09$13.35$13.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PCG spot · $13.14PCG PRICE$0.08$0.11$0.13$0.17$0.20$0.24$0.27$0.31$0.35$0.47$0.58$0.70$0.06$0.08$0.10$0.12$0.14$0.17$0.21$0.24$0.27$0.30$0.33$0.37$0.40
PutsExpensive1.40×
Calls——
Skew——
Implied moveBullish±$0.48
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.8361.3%5.9%12.6447.3%4.3%
25Δ13.6960.7%5.0%12.7545.2%3.6%
30Δ13.5660.2%4.2%12.8543.0%3.0%
35Δ13.4559.5%3.6%12.9540.8%2.3%
40Δ13.3658.7%3.2%13.0339.5%1.9%
45Δ13.2757.8%2.8%13.0938.8%1.7%
50Δ13.1857.0%2.3%13.1538.1%1.5%
55Δ13.0856.2%1.9%13.2137.5%1.3%
60Δ12.9955.8%1.5%13.2636.8%1.1%
65Δ12.8561.6%1.4%13.3236.1%0.9%
70Δ12.7167.5%1.2%13.3835.4%0.7%
75Δ12.5773.3%1.0%13.4434.8%0.5%
80Δ13.5034.1%0.3%

20Δ

Calls
Pseudo strike
13.83
IV
61.3%
B/E move
5.9%
Puts
Pseudo strike
12.64
IV
47.3%
B/E move
4.3%

25Δ

Calls
Pseudo strike
13.69
IV
60.7%
B/E move
5.0%
Puts
Pseudo strike
12.75
IV
45.2%
B/E move
3.6%

30Δ

Calls
Pseudo strike
13.56
IV
60.2%
B/E move
4.2%
Puts
Pseudo strike
12.85
IV
43.0%
B/E move
3.0%

35Δ

Calls
Pseudo strike
13.45
IV
59.5%
B/E move
3.6%
Puts
Pseudo strike
12.95
IV
40.8%
B/E move
2.3%

40Δ

Calls
Pseudo strike
13.36
IV
58.7%
B/E move
3.2%
Puts
Pseudo strike
13.03
IV
39.5%
B/E move
1.9%

45Δ

Calls
Pseudo strike
13.27
IV
57.8%
B/E move
2.8%
Puts
Pseudo strike
13.09
IV
38.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
13.18
IV
57.0%
B/E move
2.3%
Puts
Pseudo strike
13.15
IV
38.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
13.08
IV
56.2%
B/E move
1.9%
Puts
Pseudo strike
13.21
IV
37.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
12.99
IV
55.8%
B/E move
1.5%
Puts
Pseudo strike
13.26
IV
36.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
12.85
IV
61.6%
B/E move
1.4%
Puts
Pseudo strike
13.32
IV
36.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
12.71
IV
67.5%
B/E move
1.2%
Puts
Pseudo strike
13.38
IV
35.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
12.57
IV
73.3%
B/E move
1.0%
Puts
Pseudo strike
13.44
IV
34.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.50
IV
34.1%
B/E move
0.3%

Options history

IV · four-Friday blend57.65%
Daily close
PCG27.1%85.1%143.2%2026-08-12: 45.52%2026-08-13: 85.49%2026-08-14: 52.29%2026-08-17: 61.82%2026-08-18: 59.68%2026-08-19: 72.69%2026-08-20: 69.30%2026-08-21: 65.68%2026-08-24: 68.63%2026-08-25: 74.26%2026-08-26: 77.44%2026-08-27: 67.85%2026-08-28: 57.86%2026-08-31: 62.36%2026-09-01: 77.64%2026-09-02: 69.13%2026-09-03: 63.03%2026-09-04: 67.61%2026-09-08: 64.28%2026-09-09: 84.69%2026-09-10: 56.50%2026-09-11: 45.49%2026-09-14: 49.66%2026-09-15: 49.37%2026-09-16: 56.13%2026-09-18: 59.77%2026-09-21: 39.30%2026-09-22: 37.48%2026-09-23: 46.11%2026-09-25: 35.08%2026-09-28: 48.01%2026-09-29: 47.36%2026-10-02: 39.17%2026-10-05: 43.32%2026-10-06: 43.67%2026-10-07: 44.75%2026-10-08: 108.96%2026-10-09: 46.56%2026-10-12: 51.00%2026-10-13: 53.02%2026-10-14: 54.30%2026-10-15: 61.93%2026-10-16: 48.24%2026-10-19: 55.23%2026-10-20: 51.50%2026-10-21: 81.46%2026-10-22: 59.40%2026-10-23: 53.65%2026-10-26: 49.89%2026-10-27: 50.52%2026-10-28: 110.35%2026-10-29: 135.19%2026-10-30: 57.65%Aug 12Sep 21Oct 30
53 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
45.52%
85.49%
52.29%
61.82%
59.68%
72.69%
69.30%
65.68%
68.63%
74.26%
77.44%
67.85%
57.86%
62.36%
77.64%
69.13%
63.03%
67.61%
64.28%
84.69%
56.50%
45.49%
49.66%
49.37%
56.13%
59.77%
39.30%
37.48%
46.11%
35.08%
48.01%
47.36%
39.17%
43.32%
43.67%
44.75%
108.96%
46.56%
51.00%
53.02%
54.30%
61.93%
48.24%
55.23%
51.50%
81.46%
59.40%
53.65%
49.89%
50.52%
110.35%
135.19%
57.65%